How to build a zero curve object from excel
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I would like to create a matlab ratecurve object directly inside excel. My goal is to have a few ranges in excel for ratecurve object inputs - market rates (overrnight rate, notes, bonds), curve build features act-360, days to spot, holiday types, etc. I then build a ratecurve object from which I can pull zero rates or discount factors for use elsewhere in the workbook. For example - if i wanted to discount a forward cash flow using the matlab generated zero curve i could have a function similar to =matlabdiscountfactor(curveid, forwarddate), that looks to the ratecurve object.
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Jacob Mathew
2025-6-25
You can follow the below example provided by MathWorks to read spreadsheets into MATLAB Table. This should enable you to read data from your Microsoft Excel spreadsheet:
Note that there are two seperate methods to deal with a single worksheet (readtable) or mulitiple worksheets (spreadsheetDatastore).
Once you have read the spreadsheet into MATLAB workspace, you can then create your ratecurve by following the below example:
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